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Here and there, it reads that
there seems to be options to supply either the upper or lower triangular part (maybe dependent on which IPOPT interface is used).
Are you sure that the ipopt_interface that cyipopt mobilizes does not require the supplied hessian to be upper triangular ? Because that's what cyipopt does in the self.__hessianstructure is None case. And it turns out to work better that way...
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